WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      468,937
COMMITMENTS
 113,996  187,245  143,187  178,536  100,795  435,719  431,227   33,218   37,709

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:      9,830)
   4,388  -24,331    6,519    3,472   27,454   14,379    9,643   -4,548      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     39.9     30.5     38.1     21.5     92.9     92.0      7.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      352)
     108      118      128      102       97      283      275                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      216,556
COMMITMENTS
  57,727   83,154   55,427   84,090   57,619  197,244  196,200   19,312   20,356

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -9,778)
    -302  -11,241   -3,071   -6,963    4,966  -10,336   -9,346      557     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     38.4     25.6     38.8     26.6     91.1     90.6      8.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      70       48       59       68       72      159      161                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,505,781
COMMITMENTS
 251,666  382,556  426,851  650,663  495,442  1329179  1304849  176,602  200,932

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -18,456)
  15,523  -24,859    2,726  -27,149   10,429   -8,900  -11,704   -9,556   -6,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     25.4     28.3     43.2     32.9     88.3     86.7     11.7     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      708)
     120      160      178      336      331      571      575                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        3,209
COMMITMENTS
     467      692       64    1,282    1,641    1,813    2,397    1,396      812

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:       -936)
      38        0      -65     -945     -719     -972     -784       36     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6     21.6      2.0     40.0     51.1     56.5     74.7     43.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        5        2        9        7       14       13                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      846,078
COMMITMENTS
 117,482   89,382  239,643  426,854  437,563  783,979  766,589   62,098   79,489

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -19,086)
 -21,066   10,526   -2,123    3,203  -26,660  -19,986  -18,258      901     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     10.6     28.3     50.5     51.7     92.7     90.6      7.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      578)
     126      159      186      232      252      476      489                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      510,073
COMMITMENTS
  87,497   90,184  144,481  245,166  248,182  477,144  482,847   32,928   27,225

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,190)
  -7,618    6,660      981    5,317   -9,610   -1,321   -1,969      131      779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2     17.7     28.3     48.1     48.7     93.5     94.7      6.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      94       67      112      108       93      256      234                  
 
 
UST BOND - CHICAGO BOARD OF TRADE                                    Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,434,755
COMMITMENTS
 108,839  242,576   87,232  1036485  944,605  1232556  1274413  202,199  160,342

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     35,660)
   5,312   32,500   24,728   25,895   -8,128   55,935   49,101  -20,276  -13,441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6     16.9      6.1     72.2     65.8     85.9     88.8     14.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      25       41       43      114      115      170      168                  
 
 
ULTRA UST BOND - CHICAGO BOARD OF TRADE                              Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,586,375
COMMITMENTS
  99,089  416,861    6,205  1304105  1010324  1409399  1433390  176,976  152,985

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -16,949)
   3,089   -8,546  -18,894     -200   25,468  -16,006   -1,973     -943  -14,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2     26.3      0.4     82.2     63.7     88.8     90.4     11.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      12       26       14      104       93      126      123                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      594,283
COMMITMENTS
 158,826   37,968  175,310  203,464  347,710  537,600  560,988   56,683   33,295

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -23,246)
 -14,183    3,644  -11,672    4,640  -10,775  -21,215  -18,802   -2,030   -4,444

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7      6.4     29.5     34.2     58.5     90.5     94.4      9.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     104       60      103      122      121      277      245                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,978
COMMITMENTS
   5,521      588      811    4,117   10,750   10,448   12,149    2,530      830

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:        132)
    -120      111      155      140     -111      176      154      -43      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5      4.5      6.2     31.7     82.8     80.5     93.6     19.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28        7       11       19       23       52       38                  
 
 
UST 2Y NOTE - CHICAGO BOARD OF TRADE                                 Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    4,149,739
COMMITMENTS
 390,106  1866307   91,147  3394785  2059058  3876039  4016512  273,700  133,226

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     42,231)
 -39,801  146,348    4,973   86,575 -105,953   51,747   45,368   -9,516   -3,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     45.0      2.2     81.8     49.6     93.4     96.8      6.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      452)
      89       67       40      239      173      352      256                  
 
 
UST 10Y NOTE - CHICAGO BOARD OF TRADE                                Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    5,406,900
COMMITMENTS
 435,174  1128396  598,913  3929871  3284856  4963958  5012165  442,943  394,736

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     20,290)
 -33,610  -48,981   87,347  -20,000   -8,186   33,736   30,179  -13,446   -9,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     20.9     11.1     72.7     60.8     91.8     92.7      8.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      421)
      56       79       76      243      210      352      312                  
 
 
ULTRA UST 10Y - CHICAGO BOARD OF TRADE                               Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,992,001
COMMITMENTS
 209,338  477,304   15,680  1569587  1231404  1794605  1724388  197,396  267,612

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:    -32,401)
   9,190   19,164  -14,100  -18,056  -29,085  -22,966  -24,021   -9,434   -8,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     24.0      0.8     78.8     61.8     90.1     86.6      9.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      16       30       16       96      107      123      142                  
 
 
MICRO 10 YEAR YIELD - CHICAGO BOARD OF TRADE                         Code-04360Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 x Index Points                                  OPEN INTEREST:        3,276
COMMITMENTS
   2,163    1,523      115        0      646    2,278    2,284      998      992

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,499)
     909      213   -2,373        0      646   -1,464   -1,514      -35       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.0     46.5      3.5      0.0     19.7     69.5     69.7     30.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      13        9        2        0        1       14       11                  
 
 
UST 5Y NOTE - CHICAGO BOARD OF TRADE                                 Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    6,066,698
COMMITMENTS
 415,761  1840815  219,200  4974312  3686395  5609273  5746410  457,424  320,287

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:   -231,588)
 -32,425  -17,809  -90,500 -107,727 -132,528 -230,652 -240,837     -936    9,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9     30.3      3.6     82.0     60.8     92.5     94.7      7.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      380)
      60       48       50      222      193      305      268                  
 
 
FED FUNDS - CHICAGO BOARD OF TRADE                                   Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,482,072
COMMITMENTS
 138,769  291,923  208,946  1104260  939,163  1451975  1440032   30,097   42,040

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:   -435,605)
  -7,852  -58,188  -62,868 -364,731 -309,661 -435,451 -430,717     -154   -4,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     19.7     14.1     74.5     63.4     98.0     97.2      2.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      23       35       40       75       78      126      126                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,920
COMMITMENTS
  26,260   25,945    1,924   53,478   50,637   81,662   78,506   13,257   16,414

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -6,093)
   3,720  -21,645    1,039  -10,527   15,937   -5,769   -4,669     -324   -1,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     27.3      2.0     56.3     53.3     86.0     82.7     14.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       27       14       32       35       65       70                  
 
 
DJIA x $5 - CHICAGO BOARD OF TRADE                                   Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,920
COMMITMENTS
  26,260   25,945    1,924   53,478   50,637   81,662   78,506   13,257   16,414

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -3,471)
   4,059  -20,859    1,404  -10,498   16,094   -5,035   -3,362    1,564     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     27.3      2.0     56.3     53.3     86.0     82.7     14.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      27       27       14       32       35       65       70                  
 
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE              Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX)                     OPEN INTEREST:       43,267
COMMITMENTS
       0    2,874        0   39,352   39,426   39,352   42,300    3,915      967

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,078)
    -340     -497        0   -2,575      -97   -2,915     -594    1,837     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.6      0.0     91.0     91.1     91.0     97.8      9.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        0       23       14       23       17                  
 
 
BBG COMMODITY - CHICAGO BOARD OF TRADE                               Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       64,412
COMMITMENTS
  12,582   18,941      174   51,343   45,255   64,099   64,370      313       42

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -2,132)
  -1,810   -1,903     -207     -162       -8   -2,179   -2,118       47      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5     29.4      0.3     79.7     70.3     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      24       11        2        6        2       30       15                  
 
 
10 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                      Code-343603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       68,187
COMMITMENTS
  17,337   16,400   50,850        0      917   68,187   68,167        0       20

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,207)
  -1,207   -1,187        0        0        0   -1,207   -1,187        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     24.1     74.6      0.0      1.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11       10        4        0        1       13       13                  
 
 
5 YEAR ERIS SOFR SWAP - CHICAGO BOARD OF TRADE                       Code-344605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100,000 USD notional principal                       OPEN INTEREST:       31,791
COMMITMENTS
  27,699   17,399    4,092        0   10,238   31,791   31,729        0       62

CHANGES FROM 11/28/23 (CHANGE IN OPEN INTEREST:     -1,131)
  -1,131   -4,101        0        0    2,969   -1,131   -1,132        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.1     54.7     12.9      0.0     32.2    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10       16        3        0        1       12       18                  



Updated December 8, 2023